-99.6%
DFNS vs RIO
+29.3%
-129.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +3.6% | -21.9% | -21.2% |
| 7D | -27.7% | -1.6% | -26.1% | -26.9% |
| 30D | -58.0% | -11.6% | -46.4% | -53.5% |
| 3M | -94.0% | -12.7% | -81.3% | -93.3% |
| 6M | -94.6% | -12.4% | -82.2% | -94.3% |
| YTD | -99.4% | +11.0% | -110.4% | -99.5% |
| 1Y | -99.6% | +30.8% | -130.5% | -99.8% |
| All | -99.6% | +29.3% | -129.0% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RIO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling